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[--[65.84.65.76]--]
TATACOMM
Tata Communications Ltd

1564.25 16.90 (1.09%)

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Historical option data for TATACOMM

11 Apr 2025 04:10 PM IST
TATACOMM 24APR2025 1700 CE
Delta: 0.13
Vega: 0.63
Theta: -1.01
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
11 Apr 1564.25 7.45 -0.35 39.23 943 80 678
9 Apr 1547.35 7.8 -4.85 39.55 511 -52 615
8 Apr 1565.50 12.2 -0.45 39.69 827 36 681
7 Apr 1549.85 12.5 -4.25 38.38 665 -2 625
4 Apr 1598.05 18 -7.55 33.02 1,052 20 634
3 Apr 1631.25 24.1 8.45 30.69 2,023 -19 610
2 Apr 1595.20 15.4 1.75 30.96 549 -50 636
1 Apr 1579.65 13.4 -1.2 30.80 942 165 685
28 Mar 1578.20 14.55 -7.55 29.84 1,001 -99 520
27 Mar 1594.55 21.65 -3.35 31.94 2,178 416 627
26 Mar 1604.95 23.95 5.05 29.95 289 113 191
25 Mar 1578.25 19.05 -9.8 30.92 58 31 78
24 Mar 1611.95 29.3 2.15 30.71 35 19 47
21 Mar 1610.00 27.15 -1.3 28.29 11 0 29
20 Mar 1605.20 28.25 21.4 29.99 52 35 35
19 Mar 1561.10 0 0 0.00 0 0 0


For Tata Communications Ltd - strike price 1700 expiring on 24APR2025

Delta for 1700 CE is 0.13

Historical price for 1700 CE is as follows

On 11 Apr TATACOMM was trading at 1564.25. The strike last trading price was 7.45, which was -0.35 lower than the previous day. The implied volatity was 39.23, the open interest changed by 80 which increased total open position to 678


On 9 Apr TATACOMM was trading at 1547.35. The strike last trading price was 7.8, which was -4.85 lower than the previous day. The implied volatity was 39.55, the open interest changed by -52 which decreased total open position to 615


On 8 Apr TATACOMM was trading at 1565.50. The strike last trading price was 12.2, which was -0.45 lower than the previous day. The implied volatity was 39.69, the open interest changed by 36 which increased total open position to 681


On 7 Apr TATACOMM was trading at 1549.85. The strike last trading price was 12.5, which was -4.25 lower than the previous day. The implied volatity was 38.38, the open interest changed by -2 which decreased total open position to 625


On 4 Apr TATACOMM was trading at 1598.05. The strike last trading price was 18, which was -7.55 lower than the previous day. The implied volatity was 33.02, the open interest changed by 20 which increased total open position to 634


On 3 Apr TATACOMM was trading at 1631.25. The strike last trading price was 24.1, which was 8.45 higher than the previous day. The implied volatity was 30.69, the open interest changed by -19 which decreased total open position to 610


On 2 Apr TATACOMM was trading at 1595.20. The strike last trading price was 15.4, which was 1.75 higher than the previous day. The implied volatity was 30.96, the open interest changed by -50 which decreased total open position to 636


On 1 Apr TATACOMM was trading at 1579.65. The strike last trading price was 13.4, which was -1.2 lower than the previous day. The implied volatity was 30.80, the open interest changed by 165 which increased total open position to 685


On 28 Mar TATACOMM was trading at 1578.20. The strike last trading price was 14.55, which was -7.55 lower than the previous day. The implied volatity was 29.84, the open interest changed by -99 which decreased total open position to 520


On 27 Mar TATACOMM was trading at 1594.55. The strike last trading price was 21.65, which was -3.35 lower than the previous day. The implied volatity was 31.94, the open interest changed by 416 which increased total open position to 627


On 26 Mar TATACOMM was trading at 1604.95. The strike last trading price was 23.95, which was 5.05 higher than the previous day. The implied volatity was 29.95, the open interest changed by 113 which increased total open position to 191


On 25 Mar TATACOMM was trading at 1578.25. The strike last trading price was 19.05, which was -9.8 lower than the previous day. The implied volatity was 30.92, the open interest changed by 31 which increased total open position to 78


On 24 Mar TATACOMM was trading at 1611.95. The strike last trading price was 29.3, which was 2.15 higher than the previous day. The implied volatity was 30.71, the open interest changed by 19 which increased total open position to 47


On 21 Mar TATACOMM was trading at 1610.00. The strike last trading price was 27.15, which was -1.3 lower than the previous day. The implied volatity was 28.29, the open interest changed by 0 which decreased total open position to 29


On 20 Mar TATACOMM was trading at 1605.20. The strike last trading price was 28.25, which was 21.4 higher than the previous day. The implied volatity was 29.99, the open interest changed by 35 which increased total open position to 35


On 19 Mar TATACOMM was trading at 1561.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


TATACOMM 24APR2025 1700 PE
Delta: -0.84
Vega: 0.72
Theta: -0.83
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
11 Apr 1564.25 149.1 -0.65 44.09 36 -8 174
9 Apr 1547.35 149.75 14.25 - 6 0 183
8 Apr 1565.50 135.5 -20.4 31.72 6 -5 183
7 Apr 1549.85 155.9 45.65 54.29 48 -26 187
4 Apr 1598.05 110.25 25.4 35.11 20 1 214
3 Apr 1631.25 84.4 -30.9 30.01 70 -10 215
2 Apr 1595.20 115.2 -13.5 32.64 12 3 229
1 Apr 1579.65 128.7 11.15 35.45 10 1 224
28 Mar 1578.20 117.55 5.15 20.93 18 -3 223
27 Mar 1594.55 112.85 6.35 27.40 72 5 229
26 Mar 1604.95 104 -14 29.01 202 140 165
25 Mar 1578.25 118 15.1 23.94 4 3 24
24 Mar 1611.95 104.35 5.1 31.70 18 15 19
21 Mar 1610.00 99.25 -7.75 27.46 2 0 2
20 Mar 1605.20 107 -192.3 27.80 2 0 0
19 Mar 1561.10 0 0 0.00 0 0 0


For Tata Communications Ltd - strike price 1700 expiring on 24APR2025

Delta for 1700 PE is -0.84

Historical price for 1700 PE is as follows

On 11 Apr TATACOMM was trading at 1564.25. The strike last trading price was 149.1, which was -0.65 lower than the previous day. The implied volatity was 44.09, the open interest changed by -8 which decreased total open position to 174


On 9 Apr TATACOMM was trading at 1547.35. The strike last trading price was 149.75, which was 14.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 183


On 8 Apr TATACOMM was trading at 1565.50. The strike last trading price was 135.5, which was -20.4 lower than the previous day. The implied volatity was 31.72, the open interest changed by -5 which decreased total open position to 183


On 7 Apr TATACOMM was trading at 1549.85. The strike last trading price was 155.9, which was 45.65 higher than the previous day. The implied volatity was 54.29, the open interest changed by -26 which decreased total open position to 187


On 4 Apr TATACOMM was trading at 1598.05. The strike last trading price was 110.25, which was 25.4 higher than the previous day. The implied volatity was 35.11, the open interest changed by 1 which increased total open position to 214


On 3 Apr TATACOMM was trading at 1631.25. The strike last trading price was 84.4, which was -30.9 lower than the previous day. The implied volatity was 30.01, the open interest changed by -10 which decreased total open position to 215


On 2 Apr TATACOMM was trading at 1595.20. The strike last trading price was 115.2, which was -13.5 lower than the previous day. The implied volatity was 32.64, the open interest changed by 3 which increased total open position to 229


On 1 Apr TATACOMM was trading at 1579.65. The strike last trading price was 128.7, which was 11.15 higher than the previous day. The implied volatity was 35.45, the open interest changed by 1 which increased total open position to 224


On 28 Mar TATACOMM was trading at 1578.20. The strike last trading price was 117.55, which was 5.15 higher than the previous day. The implied volatity was 20.93, the open interest changed by -3 which decreased total open position to 223


On 27 Mar TATACOMM was trading at 1594.55. The strike last trading price was 112.85, which was 6.35 higher than the previous day. The implied volatity was 27.40, the open interest changed by 5 which increased total open position to 229


On 26 Mar TATACOMM was trading at 1604.95. The strike last trading price was 104, which was -14 lower than the previous day. The implied volatity was 29.01, the open interest changed by 140 which increased total open position to 165


On 25 Mar TATACOMM was trading at 1578.25. The strike last trading price was 118, which was 15.1 higher than the previous day. The implied volatity was 23.94, the open interest changed by 3 which increased total open position to 24


On 24 Mar TATACOMM was trading at 1611.95. The strike last trading price was 104.35, which was 5.1 higher than the previous day. The implied volatity was 31.70, the open interest changed by 15 which increased total open position to 19


On 21 Mar TATACOMM was trading at 1610.00. The strike last trading price was 99.25, which was -7.75 lower than the previous day. The implied volatity was 27.46, the open interest changed by 0 which decreased total open position to 2


On 20 Mar TATACOMM was trading at 1605.20. The strike last trading price was 107, which was -192.3 lower than the previous day. The implied volatity was 27.80, the open interest changed by 0 which decreased total open position to 0


On 19 Mar TATACOMM was trading at 1561.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0